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I googled the error and got to the Microsoft help page which explained:

0x81000037: Windows Backup failed while trying to read from the shadow copy on one of the volumes being backed up0x81000037: Windows Backup failed while trying to read from the shadow copy on one of the volumes being backed up.

It also contained a work around, but this proved to be incorrect for my issue!

So, I checked the Windows event log 'eventvwr.msc' and found the following in Windows Logs->System:

'Microsoft Antimalware has detected malware or other potentially unwanted software.'

'Name: Exploit:Java/CVE-2013-1493'

Turns out that the Java Cache on my PC had something looking like Malware in: